+545.2%
MTSI vs LCID
-96.8%
+642.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.4% | +0.4% | +9.4% |
| 7D | -10.0% | +8.9% | -18.9% | -10.9% |
| 30D | -37.2% | -15.4% | -21.8% | -35.8% |
| 3M | -30.1% | -52.9% | +22.8% | -22.7% |
| 6M | -31.9% | -46.8% | +14.9% | -27.8% |
| YTD | +23.2% | -68.9% | +92.1% | +39.4% |
| 1Y | +26.4% | -81.7% | +108.1% | +54.1% |
| 3Y | +186.2% | -92.4% | +278.5% | +267.6% |
| 5Y | +187.0% | -99.2% | +286.3% | +369.5% |
| All | +545.2% | -96.8% | +642.0% | +741.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling